Optimal control with restrictions for a diffusion risk model under constant interest force (Q253085)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control with restrictions for a diffusion risk model under constant interest force |
scientific article |
Statements
Optimal control with restrictions for a diffusion risk model under constant interest force (English)
0 references
8 March 2016
0 references
economics
0 references
optimal dividend
0 references
HJB equation
0 references
proportional reinsurance
0 references
interest
0 references
0 references
0 references
0 references
0 references
0 references
0 references
